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Panel unit root tests and spatial dependence

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of applied econometrics 22 (2007) 2, pp. 339-360

Persistent link: https://www.econbiz.de/10003455449

Joint LM test for homoskedasticity in a one-wa error component model

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-417

Persistent link: https://www.econbiz.de/10003374325

Forecasting with spatial panel data

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2009

This paper compares various forecasts using panel data with spatial error correlation. The true data generating process … rather than homogeneous panel data models. -- Forecasting ; BLUP ; panel data ; spatial dependence ; heterogeneity …

Persistent link: https://www.econbiz.de/10003858869

Crowding-out effects of cruise tourism on stay-over tourism in the Caribbean : non-parametric panel data evidence

Bresson, Georges; Logossah, Kinvi D. - In: Tourism economics : the business and finance of tourism … 17 (2011) 1, pp. 127-158

Persistent link: https://www.econbiz.de/10008992181

Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors : an application to hedonic housing prices...

Baltagi, Badi H.; Bresson, Georges - In: Journal of urban economics 69 (2011) 1, pp. 24-42

Persistent link: https://www.econbiz.de/10009303851

Hedonic housing prices in Paris : an unbalanced spatial lag pseudo-panel model with nested random effects

Baltagi, Badi H.; Bresson, Georges; Etienne, Jean-Michel - In: Journal of applied econometrics 30 (2015) 3, pp. 509-528

Persistent link: https://www.econbiz.de/10011327569

Robust panel data methods and influential observations

Baltagi, Badi H.; Bresson, Georges - In: The Oxford handbook of panel data, (pp. 418-450). 2015

Persistent link: https://www.econbiz.de/10010472596

How important is innovation? : a Bayesian factor‐augmented productivity model on panel data

Bresson, Georges; Etienne, Jean‐Michel; Mohnen, Pierre A. - 2014

Persistent link: https://www.econbiz.de/10010415320

Robust linear static panel data models using [epsilon]-contamination

Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2015

Persistent link: https://www.econbiz.de/10011411477

Adaptive estimation of heteroskedastic error component models

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58

Persistent link: https://www.econbiz.de/10002655589